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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+3.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$83.5B
AUM Growth
+$18.1B
Cap. Flow
+$16.2B
Cap. Flow %
19.41%
Top 10 Hldgs %
13.59%
Holding
4,158
New
385
Increased
2,192
Reduced
1,400
Closed
157

Top Buys

Rank Stock Value
1
JNJ icon
Johnson & Johnson
JNJ
+$304M
2
MSFT icon
Microsoft
MSFT
+$286M
3
AAPL icon
Apple
AAPL
+$262M
4
UNH icon
UnitedHealth
UNH
+$261M
5
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$237M

Top Sells

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$324M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$92.9M
3
YHOO
Yahoo Inc
YHOO
+$67.9M
4
BAP icon
Credicorp
BAP
+$66.7M
5
TV icon
Televisa
TV
+$58.2M

Sector Composition

Rank Sector Weight
1 Financials 14.37%
2 Technology 12.55%
3 Healthcare 11.81%
4 Industrials 9.09%
5 Consumer Discretionary 7.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGN
101
DELISTED
Allergan plc
AGN
$148M 0.18%
607,706
+94,708
+18% +$22.3M
DUK icon
102
Duke Energy
DUK
$101B
$147M 0.18%
1,757,219
+340,105
+24% +$28.6M
COP icon
103
ConocoPhillips
COP
$146B
$146M 0.17%
3,317,804
+922,263
+38% +$43M
FDX icon
104
FedEx
FDX
$74.7B
$146M 0.17%
669,701
+159,662
+31% +$31.5M
DD
105
DELISTED
Du Pont De Nemours E I
DD
$145M 0.17%
1,795,896
+191,230
+12% +$15.3M
PNC icon
106
PNC Financial Services
PNC
$99.5B
$144M 0.17%
1,153,762
+288,276
+33% +$34.8M
CB icon
107
Chubb
CB
$137B
$144M 0.17%
989,131
+57,482
+6% +$8.09M
MET icon
108
MetLife
MET
$59.5B
$144M 0.17%
2,933,134
+1,070,890
+58% +$49.7M
GM icon
109
General Motors
GM
$73B
$144M 0.17%
4,110,678
+1,697,201
+70% +$57.6M
INTU icon
110
Intuit
INTU
$77B
$144M 0.17%
1,080,664
+571,626
+112% +$74.1M
AFL icon
111
Aflac
AFL
$63.3B
$143M 0.17%
3,674,380
+1,881,304
+105% +$70.7M
VLO icon
112
Valero Energy
VLO
$90.6B
$141M 0.17%
2,083,514
+950,074
+84% +$61.6M
DG icon
113
Dollar General
DG
$25.4B
$140M 0.17%
1,940,812
+1,516,384
+357% +$109M
PRU icon
114
Prudential Financial
PRU
$40.9B
$138M 0.17%
1,276,702
+513,805
+67% +$54.5M
CSX icon
115
CSX Corp
CSX
$98.1B
$138M 0.17%
7,585,692
+1,222,539
+19% +$20.9M
MCO icon
116
Moody's
MCO
$82.5B
$137M 0.16%
1,122,610
+798,595
+246% +$93.5M
NEE icon
117
NextEra Energy
NEE
$187B
$135M 0.16%
3,858,084
+168,680
+5% +$5.77M
EXC icon
118
Exelon
EXC
$48.4B
$132M 0.16%
5,130,376
+2,499,599
+95% +$63.6M
NVS icon
119
Novartis
NVS
$297B
$131M 0.16%
1,753,060
+123,087
+8% +$8.72M
OXY icon
120
Occidental Petroleum
OXY
$57.3B
$129M 0.15%
2,150,046
+995,140
+86% +$60.9M
ALL icon
121
Allstate
ALL
$65.5B
$128M 0.15%
1,450,976
+634,178
+78% +$53.7M
DHR icon
122
Danaher
DHR
$135B
$128M 0.15%
1,712,381
+286,535
+20% +$21.4M
DAL icon
123
Delta Air Lines
DAL
$53.9B
$127M 0.15%
2,372,396
+1,370,482
+137% +$67.2M
GLW icon
124
Corning
GLW
$134B
$127M 0.15%
4,218,517
+1,559,552
+59% +$44.8M
COF icon
125
Capital One
COF
$123B
$126M 0.15%
1,530,671
+552,135
+56% +$44.9M
3 4
5
6 7

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q2 2017 Portfolio in Review

As of Q2 2017, Parametric Portfolio Associates held 4,158 positions worth $83.5B, up 28% from $65.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $16.2B of net new capital in Q2 2017, opening 385 new positions and adding to 2,192 existing holdings. Its largest new stake was iShares MSCI EAFE Small-Cap ETF: 1,225,668 shares worth $70.9M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 1000 Value ETF, an estimated $324M trimmed.

  • Parametric Portfolio Associates's largest Q2 2017 buy was iShares MSCI EAFE Small-Cap ETF: 1,225,668 shares worth $70.9M.
  • Parametric Portfolio Associates added most to Johnson & Johnson in Q2 2017, an estimated $304M increase.
  • Parametric Portfolio Associates's biggest Q2 2017 reduction was iShares Russell 1000 Value ETF, cutting an estimated $324M.
  • Parametric Portfolio Associates fully exited Yahoo Inc in Q2 2017, selling an estimated $67.9M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $83.5B portfolio in Q2 2017.
  • Parametric Portfolio Associates opened 385 new positions and closed 157 in Q2 2017.
  • Parametric Portfolio Associates's portfolio value rose 28% quarter-over-quarter to $83.5B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2017, filed 11 Aug 2017.